-1.6%
BLK vs TYL
-39.8%
+38.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -5.2% | -11.5% | +6.4% | -4.2% |
| 30D | -7.0% | +3.9% | -10.9% | -7.4% |
| 3M | +5.7% | +10.8% | -5.1% | +4.8% |
| 6M | +11.0% | -5.3% | +16.3% | +11.8% |
| YTD | +0.9% | -26.1% | +27.0% | +4.6% |
| 1Y | -1.6% | -38.5% | +36.9% | +5.8% |
| All | -1.6% | -39.8% | +38.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling